Hi Ukstin,
I believe this is by design. The monitoring daemon calls the script to check an individual pool member. Once the script returns anything to standard out, bigd marks the member up and kills the script. I don't know of any way to work around this.
Are you concerned with the overhead on LTM or the pool member of opening and closing TCP connections? If so, you could try to back off the frequency of the polling. You could also consider using an inband monitor to check load balanced connections in addition to monitor initiated connections.
Aaron